+13.0%
TRMB vs MTB
+112.6%
-99.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.2% | -2.2% |
| 7D | -2.9% | +1.1% | -4.0% | -3.5% |
| 30D | -1.8% | -4.6% | +2.8% | +1.0% |
| 3M | +8.4% | +6.3% | +2.1% | +4.1% |
| 6M | -18.5% | +15.6% | -34.1% | -26.0% |
| YTD | -26.7% | +20.6% | -47.3% | -35.5% |
| 1Y | -28.3% | +22.5% | -50.8% | -37.7% |
| All | +13.0% | +112.6% | -99.5% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MTB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling